Comparison of penalty functions for sparse canonical correlation analysis.
Prabhakar ChaliseBrooke L. FridleyPublished in: Comput. Stat. Data Anal. (2012)
Keyphrases
- canonical correlation analysis
- penalty functions
- canonical correlations
- partial least squares
- least squares
- penalty function
- objective function
- constrained optimization
- equivalence relationship
- face recognition
- estimation problems
- dimensionality reduction methods
- model selection
- maximum likelihood
- feature vectors
- neural network
- kernel cca